covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning

The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) <doi:10.1198/016214502388618780>.

Version:	1.1-3
Depends:	R (≥ 2.15.1)
Published:	2017-05-19
DOI:	10.32614/CRAN.package.covRobust
Author:	Naisyin Wang and Adrian Raftery with contributions from Chris Fraley
Maintainer:	Hana Sevcikova <hanas at uw.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	Robust
CRAN checks:	covRobust results

Documentation:

Reference manual:

covRobust.html , covRobust.pdf

Downloads:

Package source:	covRobust_1.1-3.tar.gz
Windows binaries:	r-devel: covRobust_1.1-3.zip, r-release: covRobust_1.1-3.zip, r-oldrel: covRobust_1.1-3.zip
macOS binaries:	r-release (arm64): covRobust_1.1-3.tgz, r-oldrel (arm64): covRobust_1.1-3.tgz, r-release (x86_64): covRobust_1.1-3.tgz, r-oldrel (x86_64): covRobust_1.1-3.tgz
Old sources:	covRobust archive

Linking:

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